Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537766.5005 | 418475.2193 | 119291.2812 | 218539.8727 | 165287.5427 | 53252.33 |
Total P&L (%) | 537.7665 | 418.4752 | 119.2913 | 218.5399 | 165.2875 | 53.2523 |
Avg Daily Profit (%) | 0.3374 | 0.2626 | 0.0749 | 0.0727 | 0.0612 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129043 | -112818 | -84807 | -1226175 | -750441 | -657698 |
Profit Factor | 1.6908 | 1.8885 | 1.388 | 1.0558 | 1.0739 | 1.0316 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6908 | 2.0983 | 1.2492 | 1.0558 | 1.1933 | 0.9285 |
Largest Winning Trade | 307563 | 307563 | 42306 | 421757 | 421757 | 201066 |
Largest Losing Trade | -68794 | -68794 | -29424 | -298422 | -222576 | -298422 |
Avg Bars in Trades | 60 | 81 | 39 | 60 | 81 | 39 |
Avg Bars in Winners | 66 | 87 | 47 | 66 | 87 | 47 |
Avg Bars in Losers | 53 | 75 | 29 | 53 | 75 | 29 |
Bars Traded | 9137 | 6156 | 2981 | 9137 | 6156 | 2981 |
Profit Streak | 23.592 | 24.2587 | 23.592 | 23.592 | 24.2587 | 23.592 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528393 | -37711 | -140952 | -252768 | -299789 | -394181 |
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{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9562, "evaluation_days": 1593.67, "actual_first_datapoint_time": 1621915200000, "first_datapoint_time": 1624363200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759601552906, "expiration_time": 1763724384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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